DZ Bank Call 390 2FE 20.12.2024
/ DE000DJ86BN0
DZ Bank Call 390 2FE 20.12.2024/ DE000DJ86BN0 /
| 11/12/2024 3:44:30 PM |
Chg.-0.82 |
Bid10:00:31 PM |
Ask10:00:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.23EUR |
-20.25% |
-
Bid Size: - |
-
Ask Size: - |
FERRARI N.V. |
390.00 EUR |
12/20/2024 |
Call |
Master data
| WKN: |
DJ86BN |
| Issuer: |
DZ Bank AG |
| Currency: |
EUR |
| Underlying: |
FERRARI N.V. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
390.00 EUR |
| Maturity: |
12/20/2024 |
| Issue date: |
2/5/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.96 |
| Intrinsic value: |
3.60 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.26 |
| Parity: |
3.60 |
| Time value: |
0.39 |
| Break-even: |
429.90 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
2.57% |
| Delta: |
0.86 |
| Theta: |
-0.13 |
| Omega: |
9.22 |
| Rho: |
0.34 |
Quote data
| Open: |
3.23 |
| High: |
3.23 |
| Low: |
3.23 |
| Previous Close: |
4.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-41.70% |
| 1 Month |
|
|
-14.32% |
| 3 Months |
|
|
+20.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.54 |
2.85 |
| 1M High / 1M Low: |
7.15 |
2.85 |
| 6M High / 6M Low: |
7.15 |
2.18 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.66 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
4.00 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.41% |
| Volatility 6M: |
|
167.67% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
